Arrange six slices of the brioche in a baking pan large enough to fit them all comfortably in one layer. Spread each slice with 1 ounce of cream cheese, leaving a one–half–inch border at the edges. Spread each of the other six slices with a heaping tablespoon of jam, and then invert them onto the halves with the cream cheese, making sandwiches.
In a large bowl whisk the eggs, milk, half–and–half, sugar, vanilla, orange zest, and salt. Pour the mixture over the sandwiches, and let stand at room temperature for 20 minutes, turning the sandwiches once.
Lightly spray the peaches with oil.
Prepare the grill for direct and indirect cooking over medium–low heat (about 350°F).
Brush the cooking grates clean. Tip one sandwich on its side so that any extra liquid runs off. Spray both sides with oil and then place on the grill. Repeat with the remaining sandwiches. Grill over direct medium–low heat, with the lid closed as much as possible until browned on both sides, 6 to 8 minutes, turning once. Move the sandwiches onto a piece of foil placed over indirect medium–low heat, close the lid, and continue cooking until the sandwiches are firm in the centre, about 5 minutes. At the same time, grill the peaches over direct medium–low heat until the flesh is marked and the peaches are warm, 5 to 10 minutes, turning once or twice. Remove from the grill and cut the peach quarters in half lengthwise.